Credit risk
Monoline costs ANZ $200 million
Melbourne-based Australia & New Zealand Banking Group (ANZ Bank) has announced a US$200 million loss provision due to counterparty risk exposures to troubled US monoline insurer ACA Capital.
Investigators step up pressure on rating agencies
Criminal investigators and regulators in the US have increased the pressure on credit rating agencies, saying they were "central" to the subprime crisis.
Surprise over "severe" Fitch CDO cuts
Fitch Ratings has outlined possible changes to its approach to rating collateralised debt obligations (CDOs), with downgrades potentially far deeper than the market expected.
SG downgrade throws shadow over structured products
The €4.9 billion loss at Société Générale (SG), blamed by the bank on a single rogue trader, has drawn attention to counterparty credit risk within the structured products industry.
Credit crisis drives trading in financial CDS
The banking and financial services sectors had the most active trading volumes of credit default swaps (CDS) in the US in January, according to GFI, a New York-based inter-dealer broker.
Securities lending in emerging markets
Emerging Markets: Stock loan
African dream
Regional Focus: Africa
The Iong and short of it
Short Extension
Reaching for the stars ..
Alpstar has launched a range of credit-related funds and products, and is branching into equity hedge fund management as well. David Walker sat down with the team at Alpstar to find out more ..
Joint efforts pay off
Central banks
Drying up down under
Liquidity in Australia's nascent structured credit market has suffered as a result of the subprime squeeze, leading to an inevitable bout of finger-pointing. Marion Williams reports
The Big Interview: Tim Congdon
The founder of Lombard Street Research and respected economist discusses the precedent for last summer's crisis with Matthew Attwood, and explains how policymakers are damaging the market
Herd mentality
The unbridled success of the credit derivatives market over the past few years - until last summer, that is - had led large numbers of investors to adopt similar positions in the sector. Such risk concentration was always likely to cause problems if the…
Basel II backlash
Credit Risk
Kalibrierung der Laufzeitstrukturen der Ausfallwahrscheinlichkeiten
Der Neueste Stand: Kreditrisiko
Von Herabstufungen aus der Bahn geworfen
Collateralised Commodity Obligations
Chaos bei der Marktwertanpassung
Strukturierte Kredite
Die Reaktionen auf Basel II
Kreditrisiko
CDS confirmation backlog
Trade processing